Stochastic Process Analyzer
README.md
{
"name": "stochastic-process-analyzer",
"version": "2.0.0",
"description": "Advanced stochastic process analysis and financial modeling MCP server",
"author": "Stochastic Process Analysis Team",
"license": "MIT",
"server": {
"host": "localhost",
"port": 3001,
"protocol": "http",
"baseUrl": "http://localhost:3001",
"timeout": 30000,
"keepAlive": true,
"maxConnections": 100
},
"capabilities": {
"tools": \[
{
"name": "simulate\_stochastic\_process",
"description": "Generate comprehensive stochastic process simulations",
"version": "2.0.0",
"category": "simulation",
"tags": \["stochastic", "finance", "modeling"],
"complexity": "high",
"estimatedTime": "5-30s"
},
{
"name": "calculate\_financial\_metrics",
"description": "Calculate comprehensive financial risk and performance metrics",
"version": "2.0.0",
"category": "analysis",
"tags": \["finance", "risk", "metrics"],
"complexity": "medium",
"estimatedTime": "1-5s"
},
{
"name": "export\_analysis",
"description": "Export analysis results in various formats",
"version": "2.0.0",
"category": "export",
"tags": \["export", "data", "formats"],
"complexity": "low",
"estimatedTime": "1-3s"
},
{
"name": "render\_gbm\_component",
"description": "Render interactive GBM analyzer component",
"version": "2.0.0",
"category": "visualization",
"tags": \["gbm", "component", "interactive"],
"complexity": "medium",
"estimatedTime": "2-5s"
}
],
"resources": \[
{
"name": "simulation\_data",
"description": "Access to generated simulation data",
"type": "data",
"format": "json",
"access": "read"
},
{
"name": "financial\_metrics",
"description": "Calculated financial and risk metrics",
"type": "metrics",
"format": "json",
"access": "read"
},
{
"name": "model\_configurations",
"description": "Available stochastic model configurations",
"type": "config",
"format": "json",
"access": "read"
},
{
"name": "component\_templates",
"description": "HTML component templates",
"type": "template",
"format": "html",
"access": "read"
}
],
"models": \[
{
"name": "gbm",
"fullName": "Geometric Brownian Motion",
"description": "Classic model for asset price movements",
"equation": "dS(t) = μS(t)dt + σS(t)dW(t)",
"parameters": {
"drift": {
"type": "number",
"range": \[-0.5, 0.5],
"default": 0.05,
"description": "Annual drift rate (μ)"
},
"volatility": {
"type": "number",
"range": \[0.01, 2.0],
"default": 0.2,
"description": "Annual volatility (σ)"
},
"initialValue": {
"type": "number",
"range": \[0.1, 10000],
"default": 100,
"description": "Initial asset value (S₀)"
},
"timeHorizon": {
"type": "number",
"range": \[0.1, 10],
"default": 1,
"description": "Time horizon in years"
},
"steps": {
"type": "integer",
"range": \[50, 10000],
"default": 252,
"description": "Number of time steps"
},
"numPaths": {
"type": "integer",
"range": \[100, 10000],
"default": 1000,
"description": "Number of simulation paths"
}
},
"applications": \["finance", "options", "risk"],
"complexity": "medium",
"available": true
},
{
"name": "ou",
"fullName": "Ornstein-Uhlenbeck Process",
"description": "Mean-reverting stochastic process",
"equation": "dX(t) = θ(μ - X(t))dt + σdW(t)",
"parameters": {
"meanReversion": {
"type": "number",
"range": \[0.01, 10],
"default": 1,
"description": "Mean reversion speed (θ)"
},
"longTermMean": {
"type": "number",
"range": \[-100, 100],
"default": 0,
"description": "Long-term mean (μ)"
},
"volatility": {
"type": "number",
"range": \[0.01, 2.0],
"default": 0.2,
"description": "Volatility (σ)"
},
"initialValue": {
"type": "number",
"range": \[-100, 100],
"default": 0,
"description": "Initial value (X₀)"
}
},
"applications": \["interest-rates", "commodities", "volatility"],
"complexity": "medium",
"available": false
},
{
"name": "jump",
"fullName": "Jump Diffusion Process",
"description": "GBM with random jumps",
"equation": "dS(t) = μS(t)dt + σS(t)dW(t) + S(t-)dJ(t)",
"applications": \["crisis-modeling", "event-risk", "derivatives"],
"complexity": "high",
"available": false
},
{
"name": "heston",
"fullName": "Heston Stochastic Volatility",
"description": "Model with stochastic volatility",
"applications": \["options", "volatility-surface", "exotic-derivatives"],
"complexity": "high",
"available": false
}
]
},
"authentication": {
"type": "api\_key",
"required": false,
"headerName": "X-API-Key",
"description": "Optional API key for rate limiting and analytics"
},
"rateLimit": {
"enabled": true,
"requests": 100,
"window": 3600,
"skipSuccessfulRequests": false,
"skipFailedRequests": true
},
"limits": {
"maxSimulationSteps": 10000,
"maxSimulationPaths": 10000,
"maxConcurrentRequests": 10,
"requestTimeout": 30000,
"maxPayloadSize": "10mb",
"maxExportSize": "50mb"
},
"logging": {
"level": "info",
"format": "combined",
"maxSize": "10mb",
"maxFiles": 5,
"destinations": \["console", "file", "rotating-file"]
},
"monitoring": {
"enabled": true,
"metrics": {
"requests": true,
"errors": true,
"performance": true,
"memory": true,
"cpu": true
},
"healthCheck": {
"path": "/health",
"interval": 30000,
"timeout": 5000
}
},
"cache": {
"enabled": true,
"type": "memory",
"ttl": 300000,
"maxSize": 100,
"redis": {
"host": "localhost",
"port": 6379,
"password": null,
"db": 0
}
},
"database": {
"type": "sqlite",
"path": "data/stochastic.db",
"options": {
"synchronous": "NORMAL",
"journal\_mode": "WAL"
},
"migrations": {
"enabled": true,
"path": "migrations/"
}
},
"security": {
"helmet": {
"contentSecurityPolicy": {
"directives": {
"defaultSrc": \["'self'"],
"styleSrc": \["'self'", "'unsafe-inline'", "https://cdnjs.cloudflare.com"],
"scriptSrc": \["'self'", "https://cdnjs.cloudflare.com"],
"imgSrc": \["'self'", "data:", "https:"]
}
}
},
"cors": {
"origin": \["http://localhost:3000", "https://claude.ai"],
"credentials": true,
"methods": \["GET", "POST", "PUT", "DELETE", "OPTIONS"],
"allowedHeaders": \["Content-Type", "Authorization", "X-MCP-Version", "X-API-Key"]
}
},
"features": {
"simulationBatching": true,
"componentCaching": true,
"exportFormats": \["json", "csv", "xml", "pdf"],
"realTimeUpdates": false,
"multiDimensional": true,
"customModels": false,
"distributedComputing": false
},
"integrations": {
"claude": {
"enabled": true,
"version": "4.0",
"endpoints": {
"completions": "https://api.anthropic.com/v1/completions"
}
},
"jupyter": {
"enabled": false,
"kernelPath": "/usr/local/share/jupyter/kernels/python3"
},
"r": {
"enabled": false,
"rscriptPath": "/usr/bin/Rscript"
}
},
"deployment": {
"environment": "development",
"containers": {
"docker": {
"image": "stochastic-mcp:latest",
"ports": \["3001:3001"],
"volumes": \["./data:/app/data", "./logs:/app/logs"],
"environment": {
"NODE\_ENV": "production",
"PORT": "3001",
"LOG\_LEVEL": "info"
}
}
},
"scaling": {
"minReplicas": 1,
"maxReplicas": 5,
"targetCPU": 70,
"targetMemory": 80
}
},
"documentation": {
"openapi": {
"enabled": true,
"path": "/docs/openapi.json",
"ui": "/docs"
},
"examples": {
"enabled": true,
"path": "/examples"
}
},
"testing": {
"enabled": true,
"coverage": {
"threshold": 80,
"reportFormats": \["text", "html", "json"]
},
"e2e": {
"enabled": false,
"browserless": false
}
},
"version": "2.0.0",
"lastUpdated": "2024-07-09T00:00:00Z",
"maintainer": {
"name": "Stochastic Process Analysis Team",
"email": "support@stochastic-mcp.com",
"url": "https://github.com/your-org/stochastic-process-mcp"
}
}
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